Ali Habibnia: Assistant Professor in the Department of Economics and the Computational Modeling and Data Analytics, College of Science, Virginia Tech.
His research focuses on the intersection of statistical machine learning and big data econometrics, with a particular interest in the high-dimensional nonlinear time-series analysis and their applications in macroeconomic/financial forecasting and estimation of big financial networks. Received his Ph.D from the London School of Economics and Political Science, Department of Statistics.
Also works occasionally as a consultant for financial firms and governmental organizations for all business related to pattern recognition and knowledge discovery, especially computer modeling and forecasting. Has been in the industry for a few years, working as a trader and portfolio strategist, and developed different algorithmic trading strategies.
Big Data Econometrics, Statistical Machine Learning, Deep Learning, Nonlinear Econometric Analysis, Forecasting, Computational Finance, Network Analysis, Nonlinear Systems, Hyperparameter Optimization